52
H index
71
i10 index
15678
Citations
Columbia University (90% share) | 52 H index 71 i10 index 15678 Citations RESEARCH PRODUCTION: 71 Articles 108 Papers 1 Books 1 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2021 | Working Paper 352 - Liberalization, Technology Adoption, and Stock Returns: Evidence from Telecom. (2021). arezki, rabah ; Rossotto, Carlo Maria ; Fan, Rachel Yuting ; Dequiedt, Vianney. In: Working Paper Series. RePEc:adb:adbwps:2478. Full description at Econpapers || Download paper | |
2021 | Capital Controls: Theory and Evidence. (2021). Korinek, Anton ; Erten, Bilge ; Ocampo, Jos Antonio. In: Journal of Economic Literature. RePEc:aea:jeclit:v:59:y:2021:i:1:p:45-89. Full description at Econpapers || Download paper | |
2022 | Expected and Realized Inflation in Historical Perspective. (2022). Kamdar, Rupal ; Binder, Carola. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:131-56. Full description at Econpapers || Download paper | |
2022 | The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications. (2022). Gorodnichenko, Yuriy ; Coibion, Olivier ; D'Acunto, Francesco ; Weber, Michael. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:157-84. Full description at Econpapers || Download paper | |
2021 | Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure. (2021). Dai, Mingjie ; Zhang, Xiao ; Wang, Jieqiong. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:58:p:843. Full description at Econpapers || Download paper | |
2022 | Stock market linkages in Asia. Revisiting Granger causality evidences. (2022). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:151-168. Full description at Econpapers || Download paper | |
2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
2021 | Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14. Full description at Econpapers || Download paper | |
2021 | The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Kose, Ali ; Okur, Mustafa. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102. Full description at Econpapers || Download paper | |
2021 | Government Size and Openness: Insights Based on Country Classifications. (2021). Sarı, Erkam ; HOTUNLUOGLU, Hakan . In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:1-16. Full description at Econpapers || Download paper | |
2021 | “Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers || Download paper | |
2021 | Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660. Full description at Econpapers || Download paper | |
2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2021 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2021 | Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930. Full description at Econpapers || Download paper | |
2021 | Background Risk and Small-Stakes Risk Aversion. (2020). Pomatto, Luciano ; Mu, Xiaosheng ; Tamuz, Omer ; Strack, Philipp. In: Papers. RePEc:arx:papers:2010.08033. Full description at Econpapers || Download paper | |
2022 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper | |
2022 | Recurrent Conditional Heteroskedasticity. (2020). M. -N. Tran, ; T. -N. Nguyen, ; Kohn, R. In: Papers. RePEc:arx:papers:2010.13061. Full description at Econpapers || Download paper | |
2021 | Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251. Full description at Econpapers || Download paper | |
2021 | COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422. Full description at Econpapers || Download paper | |
2021 | Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187. Full description at Econpapers || Download paper | |
2022 | Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673. Full description at Econpapers || Download paper | |
2021 | Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133. Full description at Econpapers || Download paper | |
2022 | Tax Progressivity and Wealth Inequality: Evidence from Forbes 400. (2021). Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung ; Wang, Yulong. In: Papers. RePEc:arx:papers:2105.10007. Full description at Econpapers || Download paper | |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2022 | Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839. Full description at Econpapers || Download paper | |
2021 | Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455. Full description at Econpapers || Download paper | |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
2021 | What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214. Full description at Econpapers || Download paper | |
2021 | A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873. Full description at Econpapers || Download paper | |
2021 | ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?. (2021). Stagnol, Lauren ; Roncalli, Thierry ; Semet, Raphael. In: Papers. RePEc:arx:papers:2110.06617. Full description at Econpapers || Download paper | |
2021 | Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238. Full description at Econpapers || Download paper | |
2021 | Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302. Full description at Econpapers || Download paper | |
2022 | Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308. Full description at Econpapers || Download paper | |
2021 | Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108. Full description at Econpapers || Download paper | |
2022 | Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2112.15499. Full description at Econpapers || Download paper | |
2022 | Fast estimation of Kendalls Tau and conditional Kendalls Tau matrices under structural assumptions. (2022). Derumigny, Alexis ; van der Spek, Rutger. In: Papers. RePEc:arx:papers:2204.03285. Full description at Econpapers || Download paper | |
2022 | Scale Dependencies and Self-Similarity Through Wavelet Scattering Covariance. (2022). Mallat, St'Ephane ; Bouchaud, Jean-Philippe ; Leonarduzzi, Roberto ; Rochette, Gaspar ; Morel, Rudy. In: Papers. RePEc:arx:papers:2204.10177. Full description at Econpapers || Download paper | |
2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper | |
2022 | Impact of the political risk on food reserve ratio: evidence across countries. (2022). Yang, Xiaoguang ; Li, Shang ; Xing, Kai. In: Papers. RePEc:arx:papers:2206.12264. Full description at Econpapers || Download paper | |
2022 | Interrogation of A Bubble in the Indian Market. (2022). Suresh, N ; Gangadharan, Ganapathy G. In: Papers. RePEc:arx:papers:2207.13444. Full description at Econpapers || Download paper | |
2022 | Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148. Full description at Econpapers || Download paper | |
2022 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2022 | State-dependent Asset Allocation Using Neural Networks. (2022). Neghab, Davood Pirayesh ; Bradrania, Reza. In: Papers. RePEc:arx:papers:2211.00871. Full description at Econpapers || Download paper | |
2022 | Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News. (2022). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2212.04525. Full description at Econpapers || Download paper | |
2021 | A Cross-Country Analysis on Capital Flows Cycle: Stylized Facts and Regional Synchronization. (2021). Yang, Yang ; Zhang, Mengting. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:347-364. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Dynamics of Foreign Portfolio Investment and Stock Market Returns During the COVID-19 Pandemic - Evidence From India. (2021). Kp, Prabheesh. In: Asian Economics Letters. RePEc:ayb:jrnael:17. Full description at Econpapers || Download paper | |
2021 | EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:3:12. Full description at Econpapers || Download paper | |
2021 | A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543. Full description at Econpapers || Download paper | |
2021 | Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T. In: Working Papers. RePEc:bde:wpaper:2128. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21. Full description at Econpapers || Download paper | |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
2021 | Common and idiosyncratic movements in Latin-American Exchange Rates. (2021). Romero, Jose ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1158. Full description at Econpapers || Download paper | |
2021 | Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165. Full description at Econpapers || Download paper | |
2021 | Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167. Full description at Econpapers || Download paper | |
2021 | Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802. Full description at Econpapers || Download paper | |
2022 | The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857. Full description at Econpapers || Download paper | |
2022 | Information Acquisition ahead of Monetary Policy Announcements. (2022). Ehrmann, Michael ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:897. Full description at Econpapers || Download paper | |
2021 | Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295. Full description at Econpapers || Download paper | |
2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
2021 | Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66. Full description at Econpapers || Download paper | |
2022 | Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003. Full description at Econpapers || Download paper | |
2023 | Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067. Full description at Econpapers || Download paper | |
2021 | Sharing asymmetric tail risk smoothing, asset pricing and terms of trade. (2021). Lipinska, Anna ; Lombardo, Giovanni ; Corsetti, Giancarlo. In: BIS Working Papers. RePEc:bis:biswps:958. Full description at Econpapers || Download paper | |
2022 | Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994. Full description at Econpapers || Download paper | |
2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper | |
2022 | Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588. Full description at Econpapers || Download paper | |
2021 | Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124. Full description at Econpapers || Download paper | |
2021 | Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285. Full description at Econpapers || Download paper | |
2021 | Firm?level political risk and Shari’ah compliance: equity capital cost and payouts policy. (2021). Balli, Faruk ; de Bruin, Anne ; Ozerballi, Hatice ; Karimov, Jamshid. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4639-4667. Full description at Econpapers || Download paper | |
2021 | Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474. Full description at Econpapers || Download paper | |
2022 | Stock market liberalisation and corporate cash holdings: evidence from China. (2022). Ni, Xiaoran ; Dai, Xin ; Chen, Yunsen ; Huang, Jianqiao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1925-1955. Full description at Econpapers || Download paper | |
2021 | Public good, collective action and financial regulation. (2021). Ãlgen, Faruk. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:92:y:2021:i:1:p:147-167. Full description at Econpapers || Download paper | |
2021 | Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766. Full description at Econpapers || Download paper | |
2021 | Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers || Download paper | |
2022 | Sustainable employee green behavior in the workplace: Integrating cognitive and non?cognitive factors in corporate environmental policy. (2022). , Khan ; Sabbir, Md Mahiuddin. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:110-128. Full description at Econpapers || Download paper | |
2021 | Does economic complexity reduce output volatility in developing countries?. (2021). Yalta, Yasemin A ; Guneri, Barbaros. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:411-431. Full description at Econpapers || Download paper | |
2021 | Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455. Full description at Econpapers || Download paper | |
2022 | Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385. Full description at Econpapers || Download paper | |
2022 | A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683. Full description at Econpapers || Download paper | |
2021 | Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2022 | Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193. Full description at Econpapers || Download paper | |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper | |
2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper | |
2021 | Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Schuette, Dustin ; Arnold, Marc. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2022 | Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191. Full description at Econpapers || Download paper | |
2022 | Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867. Full description at Econpapers || Download paper | |
2022 | A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615. Full description at Econpapers || Download paper | |
2022 | Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661. Full description at Econpapers || Download paper | |
2022 | Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726. Full description at Econpapers || Download paper | |
2022 | The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Journal of Empirical Finance |
Year | Title | Type | Cited |
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2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 27 |
1995 | The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 44 |
2002 | Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 511 |
1998 | Regime Switches in Interest Rates.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 511 | paper | |
1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 275 |
1991 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 275 | paper | |
1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 1081 |
1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1081 | paper | |
1996 | Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance. [Full Text][Citation analysis] | article | 156 |
1995 | Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 906 |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 906 | paper | |
1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 906 | paper | |
2001 | Expectations Hypotheses Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 173 |
2000 | Expectations Hypotheses Tests.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 173 | paper | |
2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 166 |
2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 166 | paper | |
2008 | The Term Structure of Real Rates and Expected Inflation In: Journal of Finance. [Full Text][Citation analysis] | article | 286 |
2004 | The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 286 | paper | |
2004 | The term structure of real rates and expected inflation.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 286 | article | |
2007 | The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 286 | paper | |
2009 | International Stock Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 307 |
2006 | International Stock Return Comovements.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2008 | International stock return comovements.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2005 | International Stock Return Comovements.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2005 | International Stock Return Comovements.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2014 | The Global Crisis and Equity Market Contagion In: Journal of Finance. [Full Text][Citation analysis] | article | 395 |
2011 | Global crises and equity market contagion.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2014 | The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2011 | Global crises and equity market contagion.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2011 | Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 395 | paper | |
2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 117 |
2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | article | |
2001 | Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
2017 | Economic and Financial Integration in Europe In: ifo DICE Report. [Full Text][Citation analysis] | article | 2 |
2019 | Good Carry, Bad Carry In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2020 | Good Carry, Bad Carry.(2020) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2019 | Good Carry, Bad Carry.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2019 | Currency Factors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2019 | Currency Factors.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2004 | Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
2006 | Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2010 | Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
2006 | Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 405 |
2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 405 | paper | |
2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 405 | article | |
2006 | Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 162 |
2009 | Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | article | |
2005 | Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
2006 | Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
2006 | New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 219 |
2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 219 | article | |
2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | paper | |
2004 | New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | paper | |
2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | paper | |
2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | article | |
2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 201 |
2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | paper | |
2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | paper | |
2011 | What Segments Equity Markets?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | article | |
2010 | Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
2012 | Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2010 | Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2010 | Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2009 | Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2010 | Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 681 |
2010 | Risk, uncertainty and monetary policy.(2010) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 681 | article | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 681 | paper | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 681 | article | |
2012 | Risk, uncertainty and monetary policy.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 681 | paper | |
2010 | Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 681 | paper | |
2014 | Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College. [Full Text][Citation analysis] | paper | 3 |
2018 | International Financial Management In: Cambridge Books. [Citation analysis] | book | 9 |
1991 | Caloric Consumption in Industrializing Belgium In: The Journal of Economic History. [Full Text][Citation analysis] | article | 3 |
2009 | What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series. [Full Text][Citation analysis] | paper | 41 |
2016 | What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2014 | The VIX, the variance premium and stock market volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 315 |
2014 | The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 315 | article | |
2013 | The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 315 | paper | |
2020 | Risk and return in international corporate bond markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2021 | Risk and return in international corporate bond markets.(2021) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 32 |
2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 223 |
2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
2002 | Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 87 |
2015 | Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 176 |
2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 334 |
2001 | Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
1994 | Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics. [Full Text][Citation analysis] | article | 40 |
1998 | Target zones and exchange rates:: An empirical investigation In: Journal of International Economics. [Full Text][Citation analysis] | article | 81 |
1996 | Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
1997 | Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 80 |
2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
2017 | Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 16 |
2021 | Macro risks and the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 13 |
2017 | Macro Risks and the Term Structure of Interest Rates.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2016 | Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 745 |
1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 745 | paper | |
1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 203 |
1996 | On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 260 |
1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 260 | paper | |
2005 | Why stocks may disappoint In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 125 |
2000 | Why Stocks May Disappoint.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1056 |
2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1056 | paper | |
2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1056 | paper | |
1993 | On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 154 |
1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 190 |
1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 291 |
2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 291 | paper | |
2007 | Uncovered interest rate parity and the term structure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 111 |
2002 | Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2019 | On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 45 |
2017 | On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 87 |
1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
1997 | The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 146 |
1997 | \Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
2007 | Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 587 |
2006 | Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 587 | paper | |
2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 587 | paper | |
2010 | Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 59 |
2009 | Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2009 | Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2015 | Macroeconomic regimes In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 32 |
2011 | Macroeconomic Regimes.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2011 | Macroeconomic Regimes.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2013 | Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2015 | Macroeconomic regimes.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2012 | Macroeconomic Regimes.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 140 |
2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2014 | Flights to Safety In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 81 |
2012 | Flights to Safety.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2013 | Flights to Safety.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2020 | Flights to Safety.(2020) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2019 | FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2015 | Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 53 |
2017 | Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
2020 | Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 14 |
2007 | The determinants of stock and bond return comovements In: Working Paper Research. [Full Text][Citation analysis] | paper | 57 |
2009 | The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 108 |
1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
2003 | How do Regimes Affect Asset Allocation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
2012 | On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2019 | On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 66 |
2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2015 | Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | The Time Variation in Risk Appetite and Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 40 |
2020 | The Variance Risk Premium in Equilibrium Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1994 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 111 |
1996 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | article | |
1997 | Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 676 |
2000 | Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 676 | article | |
1999 | Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
2004 | Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
1999 | International Asset Allocation with Time-Varying Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 62 |
1999 | Stock and Bond Pricing in an Affine Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2001 | Stock Return Predictability: Is it There? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 616 |
2007 | Stock Return Predictability: Is it There?.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 616 | article | |
2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 561 |
2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 561 | article | |
2010 | Inflation risk and the inflation risk premium In: Economic Policy. [Full Text][Citation analysis] | article | 65 |
2002 | International Asset Allocation With Regime Shifts In: Review of Financial Studies. [Citation analysis] | article | 748 |
1995 | Market Integration and Investment Barriers in Emerging Equity Markets. In: The World Bank Economic Review. [Citation analysis] | article | 230 |
1995 | The contribution of speculators to effective financial markets. In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
1995 | The role of capital markets in economic growth In: Textos para discussão. [Full Text][Citation analysis] | paper | 2 |
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